+684.5%
SNPS vs MLM
+149.0%
+535.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -0.6% | -2.9% | +2.2% | +0.5% |
| 30D | -9.8% | +10.4% | -20.2% | -13.5% |
| 3M | +11.7% | -3.7% | +15.5% | +12.9% |
| 6M | -10.9% | -10.3% | -0.7% | -8.2% |
| YTD | -2.1% | -14.8% | +12.7% | +2.3% |
| 1Y | +14.8% | -13.9% | +28.6% | +19.3% |
| 3Y | -11.3% | +18.4% | -29.7% | -18.5% |
| 5Y | +36.2% | +31.8% | +4.4% | +18.8% |
| 10Y | +684.5% | +143.4% | +541.1% | +430.2% |
| All | +684.5% | +149.0% | +535.5% | +430.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling